Yanqin Fan

发表

Efficient Estimation of Semiparametric Multivariate Copula Models Efficient Estimation of Semiparametric Multivariate Copula Models *

Xiaohong Chen, Yanqin Fan, Viktor Tsyrennikov, 2004 .

Maximization by Parts in Likelihood Inference

J. Kalbfleisch, Yanqin Fan, P. X. Song, 2005 .

STATISTICAL INFERENCE FOR MULTIVARIATE RESIDUAL COPULA OF GARCH MODELS

Xiaohong Chen, N. Chan, L. Peng, 2009 .

Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification

Xiaohong Chen, Yanqin Fan, 2006 .

Estimation of Copula-Based Semiparametric Time Series Models

Xiaohong Chen, Yanqin Fan, 2006 .

GOODNESS-OF-FIT TESTS BASED ON KERNEL DENSITY ESTIMATORS WITH FIXED SMOOTHING PARAMETERS

Yanqin Fan, 1998, Econometric Theory.

IDENTIFYING TREATMENT EFFECTS UNDER DATA COMBINATION

R. Sherman, M. Shum, Yanqin Fan, 2014 .

Semiparametric Estimation of Stochastic Production Frontier Models

Yanqin Fan, Qi Li, A. Weersink, 1996 .

Maximization by Parts in Extremum Estimation

S. Pastorello, É. Renault, Yanqin Fan, 2015 .

Partial identification of functionals of the joint distribution of “potential outcomes”

Dongming Zhu, Yanqin Fan, E. Guerre, 2017 .

Consistent model specification tests : Omitted variables and semiparametric functional forms

Yanqin Fan, Qi Li, 1996 .

Estimation and Inference on Granger Causality in a Latent High-dimensional Gaussian Vector Autoregressive Model∗

Fang Han, Yanqin Fan, Hyeonseok Park, 2020 .

Copulas in Econometrics

Andrew J. Patton, Yanqin Fan, 2014 .

Nonparametric Instrumental Regression

J. Florens, É. Renault, Yanqin Fan, 2010 .

Testing the Goodness of Fit of a Parametric Density Function by Kernel Method

Yanqin Fan, 1994, Econometric Theory.

Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos

Xiaohong Chen, P. Phillips, R. Dahlhaus, 2003 .

Pseudo‐likelihood ratio tests for semiparametric multivariate copula model selection

Yanqin Fan, Xiaohong Chen, Xiaohong Chen, 2005 .

Central limit theorem for degenerate U-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing

Qi Li, Yanqin Fan, Yanqin Fan, 1999 .

Optimal bandwidths for kernel density estimators of functions of observations

Yanqin Fan, Ibrahim A. Ahmad, I. Ahmad, 2001 .

On goodness-of-fit tests for weakly dependent processes using kernel method

Yanqin Fan, Aman Ullah, A. Ullah, 1999 .

Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series

Yanqin Fan, Xiaohong Chen, Xiaohong Chen, 1999 .

UNIT ROOT TESTS WITH WAVELETS

Yanqin Fan, Ramazan Gencay, R. Gencay, 2008, Econometric Theory.

A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes

Yanqin Fan, Liangjun Su, Xiao‐Hua Zhou, 2018, Scandinavian Journal of Statistics.

Partial identification and inference in censored quantile regression

Yanqin Fan, Ruixuan Liu, 2018, Journal of Econometrics.

Partial Identi…cation and Inference in Censored Quantile Regression: A Sensitivity Analysis

Yanqin Fan, Ruixuan Liu, 2013 .

A data-driven test for dispersive ordering☆

Yanqin Fan, 1999 .

On rank estimators in increasing dimensions

Fang Han, Yanqin Fan, Xiao‐Hua Zhou, 2019, Journal of Econometrics.

A Simple Test for a Parametric Single Index Model

Yanqin Fan, Yanqin Fan, Zhenjuan Liu, 1997 .

Sharp Bounds on the Distribution of the Treatment E ¤ ects and Their Statistical Inference

Yanqin Fan, 2006 .

Partial Identication and Condence Sets for Functionals of the Joint Distribution of Potential Outcomes

Dongming Zhu, Yanqin Fan, 2009 .

Inference for the Correlation Coefficient Between Potential Outcomes in the Gaussian Switching Regime Model

Yanqin Fan, Heng Z. Chen, Ruixuan Liu, 2016 .

THREE ESSAYS ON NONLINEAR TIME SERIES ECONOMETRICS By Zhengfeng Guo Dissertation Submitted to the Faculty of the Graduate School of Vanderbilt University in partial fulllment of the requirements for the degree of DOCTOR OF PHILOSOPHY

Yanqin Fan, M. Shintani, Tong Li, 2011 .

Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV

Yanqin Fan, Sang-Soo Park, 2014 .

Partial identification of average treatment effects on the treated through difference-in-differences

Carlos A. Manzanares, Yanqin Fan, 2017 .

Evaluating Density Forecasts via the Copula Approach

Xiaohong Chen, Yanqin Fan, 2003 .

Asymptotic Normality of a Combined Regression Estimator

A. Ullah, Yanqin Fan, 1999 .

Partial identification of distributional and quantile treatment effects in difference-in-differences models

Yanqin Fan, Zhengfei Yu, 2012 .

INFERENCE ON POTENTIAL LIFETIMES OF PRODUCTS FROM DAMAGE DATA

Tzong-Ru Tsai, Yanqin Fan, Jianping Zhu, 2013 .

Bias-Corrected Maximum Likelihood Estimation and Bayesian Inference for the Process Performance Index Using Inverse Gaussian Distribution

Y. Lio, Tzong-Ru Tsai, Yanqin Fan, 2022, Stats.

Lorenz map, inequality ordering and curves based on multidimensional rearrangements

Brendan Pass, Yanqin Fan, Marc Henry, 2022, 2203.09000.

Economical sampling plans with warranty based on truncated data from Burr type XII distribution

Tzong-Ru Tsai, Nan Jiang, Yuhlong Lio, 2015, J. Oper. Res. Soc..

Parameter Estimation of the Burr Type XII Distribution with a Progressively Interval-Censored Scheme Using Genetic Algorithm

Tzong-Ru Tsai, Nan Jiang, Yuhlong Lio, 2015 .

Selection of Copulas with Applications in Finance

Xiaohong Chen, Z. Cai, Yanqin Fan, 2008 .

Selection of Copulas for Risk Management ∗

Xiaohong Chen, Z. Cai, Yanqin Fan, 2009 .

Root-n-consistent estimation of partially linear time series models

Yanqin Fan, Qi Li, 1999 .

Nonlinearity in medical expenditures: a new semiparametric approach

Yanqin Fan, Dong Li, Qi Li, 2004 .

A KERNEL-BASED METHOD FOR ESTIMATING ADDITIVE PARTIALLY LINEAR MODELS

Qi Li, Yanqin Fan, Yanqin Fan, 2003 .

A direct approach to inference in nonparametric and semiparametric quantile models

Yanqin Fan, Ruixuan Liu, Yanqin Fan, 2016 .

Symmetrized Multivariate k-NN Estimators

Yanqin Fan, Ruixuan Liu, 2015 .

A Direct Approach to Inference in Nonparametric and Semiparametric Quantile Regression Models

Yanqin Fan, Ruixuan Liu, 2012 .

Nonparametric Instrumental Regression

J. Florens, É. Renault, Yanqin Fan, 2010 .

Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case

Yanqin Fan, 1990 .

Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship

Zhiliang Ying, Yanqin Fan, Demian Pouzo, 2008, Journal of econometrics.

Partial Identification of the Distribution of Treatment Effects in Switching Regime Models and its Confidence Sets

Yanqin Fan, Jisong Wu, 2009 .

Confidence intervals for the quantile of treatment effects in randomized experiments

Yanqin Fan, Sang-Soo Park, 2012 .

SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE

Yanqin Fan, Sang Soo Park, Yanqin Fan, 2009, Econometric Theory.

Sharp Bounds on the Distribution of the Treatment E ¤ ects and Their Statistical Inference

Yanqin Fan, 2006 .

PARTIAL IDENTIFICATION OF THE DISTRIBUTION OF TREATMENT EFFECTS AND ITS CONFIDENCE SETS

Yanqin Fan, Sang Soo Park, Yanqin Fan, 2009 .

Munich Personal RePEc Archive Confidence sets for some partially identified parameters

Sang Soo Park, Yanqin Fan, 2015 .

Confidence sets for some partially identified parameters

Sang Soo Park, Yanqin Fan, 2010 .

Partial Identi fi cation of the Distribution of Treatment E ff ects in Switching Regimes Models and its Con fi dence Sets ∗

Yanqin Fan, Jisong Wu, 2008 .

Sharp Bounds on the Distribution of the Treatment Effect in Switching Regimes Models

Yanqin Fan, Jisong Wu, 2007 .

Goodness-of-Fit Tests for a Multivariate Distribution by the Empirical Characteristic Function

Yanqin Fan, Yanqin Fan, 1997 .

Estimation and Inference in an Ecological Inference Model

R. Sherman, M. Shum, Yanqin Fan, 2016 .

UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL

Yanqin Fan, Xuetao Shi, Yanqin Fan, 2021, Econometric Theory.

Identication and Wavelet Estimation of LATE in a Class of Switching Regime Models

Yanqin Fan, Heng Z. Chen, 2011 .

A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA

Xiaohong Chen, Yanqin Fan, 2007, Econometric Theory.

Quantifying Distributional Model Risk in Marginal Problems via Optimal Transport

Yanqin Fan, Hyeonseok Park, Gaoqian Xu, 2023, 2307.00779.

Speciication Tests in the Eecient Method of Moments Framework with Application to the Stochastic Volatility Models

N. Shephard, L. Hansen, O. Linton, 1998 .

A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS

Qi Li, Yanqin Fan, Yanqin Fan, 2006, Econometric Theory.

Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms

Yanqin Fan, Heng Z. Chen, 2019, Journal of Econometrics.

Wald, QLR, and score tests when parameters are subject to linear inequality constraints

Yanqin Fan, Xuetao Shi, 2023, Journal of Econometrics.

A flexible parametric approach for estimating switching regime models and treatment effect parameters

Yanqin Fan, Heng Z. Chen, Jisong Wu, 2014 .

On the density estimation of air pollution in Beijing

Yanqin Fan, Yanqin Fan, Lei Hou, 2018 .

Vector copulas

Yanqin Fan, Marc Henry, 2022, Journal of Econometrics.

A Sensitivity Analysis in the Affiliated Private Value Auction Model with Incomplete Sets of Bids

Yanqin Fan, 2015 .

Vector copulas and vector Sklar theorem

Yanqin Fan, Marc Henry, 2020, 2009.06558.

Bootstrapping a consistent nonparametric goodness-of-fit test

Yanqin Fan, 1995 .

Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score

J. Angrist, Alberto Abadie, Yanqin Fan, 2010 .

Unit Root and Cointegration Tests with Wavelets ∗

R. Gencay, Yanqin Fan, 2006 .

Efficient Estimation of Semiparametric Multivariate Copula Models

Xiaohong Chen, Yanqin Fan, Viktor Tsyrennikov, 2006 .

Journal of the American Statistical Association Efficient Estimation of Semiparametric Multivariate Copula Models Efficient Estimation of Semiparametric Multivariate Copula Models

Xiaohong Chen, Yanqin Fan, Viktor Tsyrennikov, 2022 .

Simple Tests for Models of Dependence between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates

Yanqin Fan, Andrew J. Patton, Xiaohong Chen, 2004 .

Post-J test inference in non-nested linear regression models

Alan T. K. Wan, Yanqin Fan, Guohua Zou, 2015 .

A wavelet solution to the spurious regression of fractionally differenced processes

Brandon Whitcher, Yanqin Fan, Brandon Whitcher, 2003 .

CONSISTENT MODEL SPECIFICATION TESTS

Qi Li, Yanqin Fan, Yanqin Fan, 2000, Econometric Theory.

A consistent nonparametric test for linearity of AR(p) models

Yanqin Fan, Qi Li, 1997 .